+25.1%
MKC vs SBAC
+114.8%
-89.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +4.8% | +5.5% | -0.7% | +3.0% |
| 3M | -12.8% | +3.1% | -15.9% | -13.9% |
| 6M | +5.0% | -7.0% | +12.0% | +6.8% |
| YTD | -29.1% | +0.5% | -29.6% | -30.3% |
| 1Y | -26.4% | +0.2% | -26.6% | -27.6% |
| 3Y | -21.6% | -7.4% | -14.3% | -22.2% |
| 5Y | -35.2% | -39.7% | +4.5% | -26.4% |
| All | +25.1% | +114.8% | -89.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling